Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207)
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scientific article; zbMATH DE number 5374163
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Small-sample improvements in the statistical analysis of seasonally cointegrated systems |
scientific article; zbMATH DE number 5374163 |
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Small-sample improvements in the statistical analysis of seasonally cointegrated systems (English)
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26 November 2008
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seasonal cointegration
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reduced rank regression
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0.810921847820282
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0.8076629042625427
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0.8019073009490967
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0.7942022681236267
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0.7924144864082336
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